-1.0%
GRAB vs BAM
+67.8%
-68.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -5.4% |
| 7D | -13.9% | -3.9% | -10.0% | -12.2% |
| 30D | -17.2% | -8.8% | -8.4% | -13.5% |
| 3M | -7.9% | +2.2% | -10.1% | -8.8% |
| 6M | -23.2% | +5.9% | -29.2% | -25.3% |
| YTD | -39.1% | -6.1% | -33.0% | -37.7% |
| 1Y | -42.5% | -11.6% | -30.9% | -39.6% |
| 3Y | -18.3% | +51.7% | -70.0% | -30.7% |
| All | -1.0% | +67.8% | -68.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling